(The) first return time and entropy of Markov chains마르코프 연쇄의 최초회귀시간과 엔트로피

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dc.contributor.advisorChoe, Geon-Ho-
dc.contributor.advisor최건호-
dc.contributor.authorKim, Dong-Han-
dc.contributor.author김동한-
dc.date.accessioned2011-12-14T04:39:24Z-
dc.date.available2011-12-14T04:39:24Z-
dc.date.issued2002-
dc.identifier.urihttp://library.kaist.ac.kr/search/detail/view.do?bibCtrlNo=174558&flag=dissertation-
dc.identifier.urihttp://hdl.handle.net/10203/41846-
dc.description학위논문(박사) - 한국과학기술원 : 수학전공, 2002.2, [ [iii], 98 p. ]-
dc.description.abstractThe convergence rate of the expectation of the logarithm of the first return time is investigated. An algorithm for obtaining the probability distribution of the first return time for the initial n-block with overlapping is presented. For a Markov chain it is shown that $R_n(x)P_n(x)$ converges to exponential distribution in distribution and that $E[log(R_n(x)P_n(x))]$ converges to Euler`s constant, where $R_n(x)$ is the first return time of the initial n-block $x_1…x_n$ and $P_n(x)$ is the probability of $x_1…x_n$. The nonoverlapping first return time $R_(n)$ for ψ-mixing processes holds the same formula. A formula is proposed for measuring entropy for the given Markov chain and some simulation is done to show the accuracy of it. Finally, the algorithm for the probability distribution is applied to test the performance of pseudorandom number generators.eng
dc.languageeng-
dc.publisher한국과학기술원-
dc.subject마르코프 연쇄-
dc.subjectfirst return time-
dc.subjectentropy-
dc.subjectMarkov chian-
dc.subject최초회귀시간-
dc.subject엔트로피-
dc.title(The) first return time and entropy of Markov chains-
dc.title.alternative마르코프 연쇄의 최초회귀시간과 엔트로피-
dc.typeThesis(Ph.D)-
dc.identifier.CNRN174558/325007-
dc.description.department한국과학기술원 : 수학전공, -
dc.identifier.uid000965054-
dc.contributor.localauthorChoe, Geon-Ho-
dc.contributor.localauthor최건호-
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